-4.1%
XLY vs STT
+78.9%
-83.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -4.2% | +1.7% | -5.9% | -4.7% |
| 3M | -2.7% | +17.9% | -20.6% | -7.7% |
| 6M | -0.6% | +55.3% | -55.9% | -14.7% |
| YTD | -5.0% | +52.7% | -57.7% | -18.6% |
| 1Y | -4.1% | +75.7% | -79.7% | -20.4% |
| All | -4.1% | +78.9% | -83.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling